ES & NQ Daily Levels -- Paste-In Support/Resistance MapperThis Daily Levels script is a manual, paste-in mapping tool. Paste a list of price levels into the settings and it draws them on your chart as clean lines and shaded zones with labels. It does not calculate signals or repaint — it simply renders the levels you enter.
Works on any symbol — ES, NQ, SPY, SPX, stocks, futures, forex, and crypto. Just paste levels that match that instrument's price.
Leave the box blank and it shows a few sample reference levels around current price (clearly tagged "sample", 10 points apart by default) so you can see how it works on any chart. The samples auto-hide the moment you paste your own levels. (The 10-point default spacing suits ES/NQ; for other instruments set the spacing to fit, or set it to 0 for auto.)
WHAT IT DRAWS
• Single prices → horizontal lines with labels
• Ranges (e.g. 5200-5205) → shaded zones
• Section groups you can label: Resistances, Supports, and special groups (Backtest, Add, Breakdown, Short)
• Tag any level "(major)" and it renders thicker
DYNAMIC S/R FLIP (optional)
When enabled, each level you paste under Supports/Resistances is colored by where price is right now:
• Price above the level → acts as support (green, "S")
• Price below the level → acts as resistance (red, "R")
• Price inside a zone → neutral / in-play (yellow)
Turn it off to keep the exact section labels you pasted.
HOW TO USE
1. Add the indicator to your chart.
2. Open its settings → "PASTE YOUR DAILY LEVELS HERE".
3. Paste your levels, one section per line, for example:
Resistances: 5210, 5218 (major), 5225-5228
Supports: 5188, 5175 (major)
4. Lines, zones, and labels draw automatically. Colors, widths, spacing, and label styling are all configurable.
NOTE
The sample levels are auto-generated placeholders for demonstration only — they are not recommended levels and should not be used for trading. This tool does not generate, suggest, or predict levels; it only displays the ones you enter.
For educational purposes only. This is not financial advice. Indicador
Indicador
JPM Collar Levels - SPXJPM Collar Levels - SPX plots manually updated quarterly JPM collar reference levels for the S&P 500 Index.
The indicator is designed for traders and analysts who want a clean way to keep the main JPM collar levels visible on the SPX chart without turning them into signals, targets, or magic lines.
The script currently plots three reference levels for each loaded quarterly collar:
- Short Call
- Long Put
- Short Put
These levels are hardcoded and updated manually after each quarterly reset.
Important convention:
The reported quarter is displayed during the following active quarter.
For example, Q2 2026 collar levels are active from July 1, 2026 to October 1, 2026.
This matters because the collar is not meant to be read as a normal calendar-quarter label. The levels are reported after a reset and then used as reference levels during the next active period.
What this indicator does:
- Plots JPM collar levels directly on SPX.
- Shows the active quarter more clearly than older quarters.
- Allows users to display only the current active quarter, the last year, or all loaded historical quarters.
- Optionally shows distance from current SPX price to each active level in points, percent, or both.
- Includes alerts for first touch per quarter or every touch.
- Shows a warning on common S&P 500 proxies such as SPY, ES, US500, or SPX500.
- Stays silent on unrelated symbols.
- Shows an update warning only after the latest loaded collar period has ended.
What this indicator does not do:
- It does not generate buy or sell signals.
- It does not predict price direction.
- It does not define support or resistance.
- It does not claim that price must react at these levels.
- It does not backtest a strategy.
- It does not estimate probabilities.
These are reference levels only.
I use them as market structure context, not as trade instructions. A level can matter because large collars and option structures may become part of how traders frame risk, hedging, and positioning. That still does not mean price has to respect the level. Markets are not polite.
Recommended use:
Use this indicator to keep quarterly JPM collar reference levels visible while analyzing SPX price action, volatility, positioning, and broader market context.
The cleanest default view is “Last year”, which shows the active quarter plus recent historical context. Users who only want the current structure can switch to “Current only”.
Distance labels are optional and turned off by default to keep the chart clean.
Symbol note:
This script is designed for SPX. It intentionally avoids plotting the levels on S&P 500 proxies such as SPY, ES, US500, SPX500, VOO, or IVV, because those instruments trade at different prices and the raw SPX collar levels do not map directly without adjustment.
Manual update note:
The levels are hardcoded. They must be updated manually after each quarterly JPM collar reset. If the latest loaded period has ended, the script will show an update warning.
Settings section
Main settings:
Visible history
- Current only: shows only the active collar period.
- Last year: shows the active period plus recent historical quarters.
- All loaded: shows all hardcoded quarters available in the script.
Distance display
- Off: clean labels only.
- Percent: shows distance from current SPX price to the active levels in percent.
- Points: shows distance in SPX points.
- Points + Percent: shows both.
Label contrast
- Soft: cleaner chart, lower visual noise.
- Normal: easier to read.
- Strong: highest label visibility.
Alerts
- First touch per quarter: each level can trigger once during the active quarter.
- Every touch: alerts can trigger again when price touches a level again.
Release notes
Initial public version.
Includes manually updated JPM quarterly collar reference levels for SPX, with configurable visible history, optional distance labels, SPX-only symbol handling, and alert modes for level touches.
The script is open-source and intended as a clean reference tool, not a trading signal. Indicador
Seasonality: Stock Indices [invincible3]Seasonality: Stock Indices
Seasonality: Stock Indices is a clean dashboard-style indicator designed to display historical seasonal tendencies for major global stock indices directly on the TradingView price chart.
The indicator includes six separate seasonal mini-charts:
Australian ASX 200 — seasonal data from 2001 to 2020
FTSE 100 — seasonal data from 1985 to 2020
German DAX — seasonal data from 1999 to 2020
Nasdaq 100 — seasonal data from 1996 to 2020
S&P 500 — seasonal data from 1980 to 2020
Dow 30 — seasonal data from 1980 to 2020
Each panel displays a full 365-day seasonal curve, allowing traders to study how each index has historically performed throughout the calendar year. The indicator plots both the long-term All Years average and a Weighted Average curve, making it easier to compare broad historical behavior with a more weighted seasonal tendency.
The dashboard is arranged in a compact multi-panel layout and is designed to stay visually separated from candles, so it does not disturb the main price chart. Users can adjust the widget width, distance from candles, panel height, row spacing, column gap, and dashboard placement on either the right or left side of price.
Automatic dark/light theme detection is included, helping the dashboard remain readable across different TradingView chart themes. Manual customization is also available for the grid color, background, text color, All Years line, Weighted Average line, and line width.
This indicator is useful for index traders, swing traders, macro analysts, seasonal researchers, and market-timing studies. It helps users compare current index behavior with long-term historical seasonal patterns across major U.S., European, Australian, and technology-focused equity benchmarks.
Key Features:
Seasonal dashboard for major global stock indices
Includes ASX 200, FTSE 100, DAX, Nasdaq 100, S&P 500, and Dow 30
Full 365-day seasonal curves
All Years average line
Weighted Average line
Adjustable dashboard size and placement
Designed to stay away from candles
Auto dark/light theme support
Manual color customization
Election seasonality is intentionally excluded
Built for visual seasonal analysis
The seasonal values are approximate and digitized from historical seasonal data screenshots. This indicator is intended for educational and analytical purposes only. It does not provide financial advice, investment recommendations, or direct buy/sell signals. Historical seasonal tendencies do not guarantee future market performance.
Indicador
SPY/SPX Expected Move + Session Levels📊 Expected Move + Session Levels (SPY / SPX)
Plots the day's expected move band plus the key session levels — automatic, refreshed daily before the open, nothing to enter or maintain.
🔹 Draws: Expected Move High/Low (the one-standard-deviation daily range implied by options pricing, anchored at the prior close), Prior Day High/Low, and Overnight High/Low (from the ES futures overnight session, rescaled to your chart). Optional shaded band and info table.
⚙️ Settings: every level toggles on/off individually; colors, line width, and label size are adjustable. The overnight source, session window, and IV index can be changed, and setting Horizon to 5 with VIX approximates the weekly move. Best on intraday timeframes.
⚠️ Note: the expected move is a statistical estimate, not a boundary — price is expected to close inside the band roughly two days out of three, and beyond it roughly one in three. Treat the edges as context, not walls; the market will go where it chooses. All levels are built from CBOE volatility indices, daily session data, and CME ES futures. Informational only, not trading advice. Indicador
Indicador
INDEX Dashboard + Round Number Magnet**INDEX Dashboard + Round Number Magnet**
A dual-purpose indicator that displays a real-time index dashboard and alerts you when price is approaching or pinning a key round number level.
**Dashboard**
Shows a 4x3 grid of the major US indices across Cash, Futures, and ETF categories — DowJones, S&P500, Nasdaq, and Russell 2000. Each cell is color-coded green/red based on the day's percentage change, with intensity scaling to the size of the move. The leading index in each row is marked with a ★. VIX is displayed in the top corner with color-coded risk levels (green below 15, orange below 20, red above).
**Round Number Magnet**
Active on SPX, SPY, QQQ, and US500.F only. Automatically detects the nearest round number level based on the instrument (25-point grid for SPX/ES, 5-point grid for SPY/QQQ) and draws a grid of levels above and below price. When price gets within the proximity threshold of a round number, a flashing banner appears at the top of the chart inside a table. If price stays near the level for several bars, it escalates to a PINNING alert — indicating dealers may be actively defending the strike.
**Alerts included**
- Approaching a round number
- PINNING detected at a round number Indicador
TraderVoila - SPX Spread Finder LITETraderVoila — SPX Spread Finder LITE
Finds intraday credit spread setups on SPX using support/resistance zones, VWAP, and trend filters — with suggested strikes for each signal.
What it does
Credit spread sellers want to sell premium behind a level the market is defending. This indicator identifies those moments on 1–5 minute charts:
PCS — price is holding a support zone (pivot level or Prior Day Low) with bullish conditions aligned — a put credit spread below the level puts that support between you and the market.
CCS — price is rejecting a resistance zone (pivot level or Prior Day High) with bearish conditions aligned — a call credit spread above the level does the same on the other side.
A Trade Ticket panel displays the suggested short and long strikes based on your OTM cushion and spread width, rounded to the strike increment (SPX = 5).
How it works
Every signal requires full alignment:
Price inside a pivot-based S/R zone, or at the Prior Day High/Low — classic intraday reaction levels
VWAP alignment in the trade direction (optional slope confirmation available)
Daily moving-average regime agrees (fast MA vs mid MA)
RSI is not extended against the trade
Inside regular trading hours, past the opening minutes, and before your entry cutoff (default 2:00 PM ET)
A signal cooldown prevents clustering. All parameters are adjustable: zone thickness, pivot length, RSI thresholds, MA lengths, cushion, spread width, and session timing.
How to use it
Apply to a 1m–5m chart of SPX, SPY, or ES
When a PCS or CCS label prints, check the Trade Ticket for the suggested strikes
Verify the actual premium, spread width, and liquidity on your broker — the ticket suggests structure, your broker shows the real prices
Set alerts on both signal conditions to monitor hands-free
Honest limitations
TradingView cannot see options prices, IV, or Greeks - strike suggestions are derived from the underlying's price and your cushion settings, not from live option chains. Always confirm the contract on your broker. Signals identify favorable conditions; they are not trade recommendations or financial advice. Credit spreads carry defined but significant risk — size positions accordingly. Built by TraderVoila for options sellers. Indicador
ES Balance Inventory Market ProfileES Balance Inventory Market Profile plots projected ES market-structure levels using a major historical balance zone as the anchor.
The script starts from a user-defined base balance range and projects that balance width upward in repeated increments. The purpose is to visualize how an important historical balance area can continue to act as a structural reference framework as price moves into higher regimes.
Psychology behind the indicator:
This indicator is inspired by inventory psychology, auction-market behavior, and balance-zone theory. The core idea is that markets often behave like inventory-driven businesses: price builds around a cost basis, then moves higher when inventory is marked up for distribution or lower when inventory has to be repriced.
A major balance zone can become a psychological anchor because traders, funds, and algorithms may continue to reference prior areas where meaningful business was done. The projected levels are meant to represent repeated inventory shelves above the original balance.
When price approaches one of these shelves, the key question is not whether the level will automatically hold. The useful information comes from how market participants behave around it: acceptance, rejection, failed breakdowns, failed breakouts, reclaim attempts, compression, expansion, volume response, and volatility response.
The psychology is also rooted in memory, positioning, and auction behavior. Large historical balance areas can leave a lasting footprint because traders remember them, systematic models may reference them, and price often rotates between structural zones when liquidity, positioning, or volatility changes.
Features:
• Uses a user-defined historical balance zone as the base range
• Projects repeated balance-width levels up to 10,000
• Plots clean horizontal structure levels directly on the chart
• Right-side labels make each level easy to read
• Current market zones from 5,000 to 8,000 are visible by default
• Users can enable or disable level ranges in 1,000-point increments
• Customizable colors, label spacing, and line extension settings
Suggested use:
Use these levels as structural reference zones, not as automatic buy or sell signals. The most useful information comes from how price behaves around a level: acceptance, rejection, reclaim, failure, compression, or expansion away from the zone.
This indicator can be used alongside price action, volume, VWAP, market profile, volatility, and broader market context to support discretionary analysis.
This script does not generate trade signals, does not predict future price movement, and does not provide financial advice. It is an educational and visual market-structure tool only. Trading involves risk, and users should make their own decisions based on their own analysis and risk tolerance. Indicador
SPX Levels Mapper (Auto-Calibrating v3)SPX Levels Mapper (Auto-Calibrating v3)
Plot S&P 500 levels directly on any chart — converted automatically using a live rolling linear regression between SPX and your instrument.
How it works:
The indicator pulls real-time SPX data and runs a rolling linear regression against whatever ticker you're charting over a configurable lookback window. Any SPX level you input gets converted to its equivalent price on your chart — no manual slope or intercept needed.
Features:
Auto-calibrating regression that updates every bar
Works on any correlated instrument (NQ, MNQ, ES, MES, individual stocks, etc.)
8 configurable level slots, each with its own color, label, and settings
Per-level gamma toggle (Positive / Negative) with ⚠ warning labels for negative gamma
Per-level Hard Stop toggle — marks levels where price should stop with a 🛑 label
Optional padded zones (±10 points default) to visualize the area of influence around each level
Per-level zone transparency control so you can dial up intensity on key levels and fade out the rest
Info box showing live regression stats (slope, intercept, R²)
Use cases:
Map SPX gamma/GEX levels from Unusual Whales, SpotGamma, etc. onto any chart
Distinguish between positive and negative gamma environments per level
Mark hard stops where market maker positioning suggests price rejection
Visualize zones of influence with adjustable padding and intensity
How to use:
Add to any chart that correlates with SPX
Enter SPX levels in the settings — each level has its own group
Toggle gamma type, hard stop, zone visibility, and transparency per level
Lines and zones appear at the equivalent price on your chart, updating in real time
Built for traders who read SPX flows but execute on other instruments. Indicador
Indicador
Macro Environment Dashboard SPX/Nasdaq Levels============================================================
Macro Environment Dashboard SPX/Nasdaq Levels
This indicator aims to show an actual snapshot of the current macro situation, so you can estimate what to expect from the day.
This is a result of a long AI conversation, in order to gather market principles into a usable dashboard. Hope you find it useful.
Purpose
Provides a structured macro environment dashboard for equity index trading, combining liquidity, volatility, credit, and trend signals into a single regime framework. It automatically determines support and resistance levels, evaluates market risk conditions, and generates contextual alerts for potential breakout or breakdown events.
The tool is designed for discretionary traders, systematic traders, and macro-aware technical traders who want to align execution decisions with the prevailing macro regime.
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1. Market Principles the Script Is Based On
The indicator is built on a multi-factor macro model. It assumes that equity index behavior is primarily driven by liquidity conditions, financial stress signals, interest rates, volatility, and trend structure.
Core Principle: Markets Move With Liquidity
When liquidity expands:
* risk assets tend to rise
* volatility tends to fall
* credit conditions improve
When liquidity contracts:
* risk assets tend to weaken
* volatility tends to rise
* financial stress increases
The Model Uses Eight Core Signals
Liquidity
Measures global central bank balance sheets relative to liquidity drains.
Liquidity Delta
Measures short-term liquidity changes from funding sources.
Dollar (DXY)
A stronger dollar tightens global financial conditions.
10Y Yield
Higher yields increase discount rates and pressure equities.
Credit
Credit spreads reflect financial system health.
VIX
Market volatility represents risk perception.
SPX Trend
Trend direction of the S&P 500.
Nasdaq Trend
Trend direction of the Nasdaq index.
These signals are combined into a weighted score that determines the market regime.
Regime Model
STRONG RISK ON
High liquidity alignment and positive market conditions.
RISK ON
Supportive macro environment but not fully aligned.
NEUTRAL
Mixed signals or transitional environment.
RISK OFF
Defensive environment with elevated risk.
---
2. Table Rows — All Possible Values and Meaning
Liquidity
Injection
Liquidity is expanding.
Typically bullish for equities.
Drain
Liquidity is contracting.
Typically bearish for equities.
Impact Interpretation
Injection → upward price pressure
Drain → downward price pressure
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Liq Delta
Improving
Short-term liquidity is increasing.
Deteriorating
Short-term liquidity is decreasing.
Impact Interpretation
Improving → short-term support
Deteriorating → short-term risk
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Dollar
Weak USD
Financial conditions are easing.
Strong USD
Financial conditions are tightening.
Impact Interpretation
Weak USD → risk assets supported
Strong USD → risk assets pressured
---
10Y Yield
Falling
Discount rates are declining.
Rising
Discount rates are increasing.
Impact Interpretation
Falling → equities supported
Rising → equities pressured
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Credit
Healthy
Credit markets are stable.
Stress
Credit risk is increasing.
Impact Interpretation
Healthy → supportive risk environment
Stress → elevated financial risk
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VIX
Low Vol
Market risk perception is low.
High Vol
Market risk perception is elevated.
Impact Interpretation
Low Vol → stable conditions
High Vol → unstable conditions
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SPX Trend
Bullish
Short-term trend is upward.
Bearish
Short-term trend is downward.
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Nasdaq Trend
Bullish
Short-term trend is upward.
Bearish
Short-term trend is downward.
---
Selected
Bullish
The currently selected execution market trend is positive.
Bearish
The currently selected execution market trend is negative.
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Support 1
Automatically calculated key support level.
Meaning
Primary downside structure level.
Behavior
Break below support indicates potential continuation lower.
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Resistance 1
Automatically calculated key resistance level.
Meaning
Primary upside structure level.
Behavior
Break above resistance indicates potential continuation higher.
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Persistence / Risk
Confirmed
The macro regime has persisted for the required number of bars.
Pending
The regime is still forming.
Risk Layer Values
TRENDING
Directional movement is strong and sustained.
CONSOLIDATING
Market is range-bound.
UNSTABLE
Volatility expansion or elevated risk conditions.
Impact Interpretation
TRENDING
Trend continuation likely.
CONSOLIDATING
Breakout risk increasing.
UNSTABLE
Risk management priority.
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Regime / Score
Displays the macro regime and confidence percentage.
Possible Values
STRONG RISK ON
Score above 75%
RISK ON
Score between 55% and 75%
NEUTRAL
Score between 35% and 55%
RISK OFF
Score below 35%
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Glyph Symbols
▲
Bullish or supportive signal
▼
Bearish or negative signal
•
Neutral condition
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3. Settings Explanation
Auto Detect Market
Automatically determines whether the chart represents:
SPX
or
NASDAQ
If enabled
The script identifies the instrument automatically.
If disabled
Manual selection is used.
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Manual Market Override
Used only when auto detection is disabled.
Options
SPX
NASDAQ
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Fast Length
Short-term moving average period.
Used for trend detection.
Typical values
3
5
10
---
Slow Length
Longer moving average period.
Used for trend confirmation.
Typical values
15
20
30
---
Show Dashboard Table
Enables or disables the macro dashboard display.
---
Show Macro Background
Colors the chart background according to the macro regime.
Green
Risk-on environment
Orange
Neutral environment
Red
Risk-off environment
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Show Support / Resistance Levels
Displays automatically calculated levels.
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Show S/R Price Labels
Displays price labels to the right of the last bar.
Example
S1: 5120
R1: 5185
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Levels Mode
Determines how support and resistance are calculated.
Options
Swing
Uses recent highs and lows.
ATR
Uses volatility-based levels.
Pivot
Uses pivot structure detection.
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Swing Lookback 1
Short-term support/resistance window.
Typical
20
---
Swing Lookback 2
Longer-term support/resistance window.
Typical
50
---
ATR Length
Volatility measurement period.
Typical
14
---
ATR Basis Length
Moving average used as ATR center.
Typical
20
---
ATR Mult 1
Primary volatility distance.
Typical
1.0
---
ATR Mult 2
Secondary volatility distance.
Typical
2.0
---
Pivot Left Bars
Number of bars before pivot.
---
Pivot Right Bars
Number of bars after pivot.
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Regime Confirmation Bars
Number of bars required to confirm a regime.
Higher value
More stability
Less noise
Lower value
Faster signals
More sensitivity
Typical
3
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Liquidity Delta Smoothing
Smoothing factor for liquidity change signal.
Typical
3
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Liquidity Delta Lookback
Historical comparison period.
Typical
5
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Risk Layer Fast Trend
Short-term trend period.
---
Risk Layer Slow Trend
Longer trend period.
---
Risk Layer Range Length
Range measurement window.
---
Trending Threshold %
Minimum trend strength required.
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Unstable ATR % Threshold
Volatility threshold for instability detection.
---
Consolidation Range % Threshold
Range size threshold for consolidation detection.
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4. Use Cases / How To Use
Use Case 1 — Trend Continuation
Conditions
Regime
STRONG RISK ON
Risk Layer
TRENDING
Signal
Price breaks Resistance 1
Interpretation
High-probability continuation setup.
---
Use Case 2 — Breakdown Risk
Conditions
Regime
RISK OFF
Risk Layer
UNSTABLE
Signal
Price breaks Support 1
Interpretation
Downside continuation likely.
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Use Case 3 — Range Trading
Conditions
Risk Layer
CONSOLIDATING
Signal
Price moves between Support and Resistance.
Interpretation
Mean-reversion environment.
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Use Case 4 — Early Risk Warning
Conditions
Liquidity
Drain
Credit
Stress
VIX
High Vol
Interpretation
Elevated systemic risk.
Risk management priority.
---
Use Case 5 — Regime Transition
Conditions
Regime
Pending
Interpretation
Market environment changing.
Wait for confirmation.
---
Best Practices
Use the indicator for:
Context
Risk management
Trade confirmation
Market regime identification
Do not use it as:
A standalone entry signal
A prediction tool
A guarantee of market direction
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Indicador
S&P 500 Breadth BullstackCore Idea of the Indicator:
The indicator is not a classic buy/sell trigger, but rather a breadth regime scanner for the S&P 500. In other words, it measures how many stocks in each sector are trading above their 20-day, 50-day, and 200-day moving averages (Simple Moving Average - SMA), compresses that information into a color-coded view, and visualizes whether there is a true “bullstack” in the market.
In practical terms, this means it is especially useful for filtering long positions during strong market phases, scaling into them, and turning defensive earlier when market breadth starts to weaken.
Structure:
The code loads three breadth series for each of the 11 S&P 500 sectors, plus the Nasdaq-100: 20D, 50D, and 200D.
The data is retrieved using request.security() from other symbols or contexts; in Pine, this function is used to access values from other symbols or timeframes within the script.
The script also calculates three averages from the 11 sectors (tot20, tot50, tot200) to create an overall view of S&P 500 market breadth.
Color Logic:
The core idea is: 20D represents short-term momentum, 50D represents medium-term confirmation, and 200D represents the long-term trend.
The bullstackColor() function does not create a simple traffic-light system, but rather a graduated state model: green/turquoise means broad strength, white marks the transition zone, yellow/orange signals early weakness, red to near-black indicates clear breadth weakness, and pink represents a special case of negative divergence.
This divergence occurs when many stocks are still above their 200D line in the long term (b200 > 65), while short-term momentum is already breaking down significantly (b20 < 45) — a typical late-cycle/distribution signal.
Long Strategy:
For longs, the indicator is most powerful when used as a market filter:
The best entries occur when overall breadth rotates up out of capitulation through neutral (white) and then into light green, with 20D breadth picking up first as short-term momentum, 50D breadth then confirming as the medium-term trend, and 200D remaining stable as the long-term trend.
The highest-quality longs occur when not only “Total SPY” turns green, but especially cyclical sectors such as XLY, XLF, XLI, XLK, and ideally the Nasdaq block as well are participating. That usually means the rally is broad, risk-on, and more durable.
Specifically, I would derive three long setups from this:
Early long (first tranche) on the turn from capitulation into the neutral zone, when 20D breadth is clearly rising and 50D breadth is no longer declining.
Confirmation long (second tranche), when 20D > 50D > 50 and several leading sectors turn green at the same time.
Trend add-on (final tranche), when the overall market and cyclical sectors such as XLY, XLF, XLI, and XLK are already green and rotating into turquoise, while pullbacks on the price chart remain shallow (only down to the SMA20 or slightly below).
Position Management:
For position management, the color is almost more important than the entry itself: as long as the picture remains green and 20D only fluctuates slightly, that argues for holding rather than nervous re-trading.
Partial profit-taking or tighter risk management makes sense once strong green fades into pale green or white, because that often marks the transition from expansion to exhaustion.
A clear warning signal against new longs is pink: in that case, the long-term trend is still intact, but short-term momentum is already rolling over — exactly the kind of environment where late longs are often rewarded the least. Caution is warranted here, and the first partial profits should be secured.
Short Strategy:
I would trade shorts much more selectively than longs with this indicator, because breadth indicators in uptrends can often stay “too strong” longer than short setups can tolerate.
The better short opportunities do not occur on the first yellow bar, but when the overall picture shifts from white/yellow into orange/red, while 20D breadth and 50D breadth are weak at the same time and defensive sectors look better than cyclical ones. That points more to genuine market distribution rather than just a simple pullback in individual sectors.
The cleanest short entries come after a failed rebound out of a pink divergence, or when multiple sectors flip synchronously into red/dark red after a warning phase, especially if Nasdaq, Tech, and other cyclical sectors confirm the weakness.
A simple practical rule would therefore be:
Prefer longs when breadth is expanding, 20D leads first, and 50D/200D then confirm.
No fresh longs during pink divergences.
Only take shorts when the weakness is broad, synchronized, and visible across sectors.
One more important point:
The script measures market breadth, not price structure. Therefore, it is best used as a top-down filter together with price triggers in SPY/ES/QQQ or in individual stocks — for example, breadth turning green plus a breakout or trend pullback on the chart, rather than trading breadth in isolation. Indicador
APEX ELITE . 2━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
◈ APEX ELITE . 2
Open Source Pine Script v6 · Panel-Only Edition · Zero Chart Clutter
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⚠️ NOT FINANCIAL ADVICE — See full disclaimer at the bottom.
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WHAT IS APEX ELITE?
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APEX ELITE is a single, unified intraday dashboard that replaces what would otherwise require 8 or more separate indicators. Everything runs internally and surfaces through one clean, color-coded panel. Your chart stays completely uncluttered — no extra lines, no overlapping boxes, no noise.
Built specifically for intraday traders who need instant situational awareness:
→ Is there a signal right now?
→ What is the trend across multiple timeframes?
→ Where are the key levels?
→ How strong is the current edge?
All of that — answered in a single glance at the panel.
🔑 Key principles:
• All signals fire on confirmed bars only — zero repainting
• 12+ factors combine into one composite score before any signal fires
• Session clock tracks 8 intraday phases so you always know the market context
• Compact Mode available for smaller screens
• 22 configurable alert conditions built in
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THE 12 MODULES — COMPLETE BREAKDOWN
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▸ BLOCK A — SIGNAL COMMAND
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The top block of the panel. Shows the current signal state in large text — ▲ CALL SIGNAL, ▼ PUT SIGNAL, or ● WATCHING — along with the live composite edge score and directional bias.
• Signal State: CALL / PUT / WATCHING — updates every confirmed bar
• Edge Direction: BULL / BEAR / NEUT with score out of 100 (e.g. "BULL 82/100")
• Edge Bar: 10-block visual bar showing edge % (████████░░)
• Bull / Bear pts: Raw scores shown side-by-side for comparison
The background color of this row changes: green for CALL, red for PUT, neutral for watching.
▸ BLOCK B — INTRADAY LEVELS
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Every key price level an intraday trader needs, all in one place.
• VWAP Zone: Which of 6 zones price is in — Above +2σ / +1→+2σ / VWAP→+1σ / -1→VWAP / -2→-1σ / Below -2σ
• VWAP Distance: Real-time % distance of close from VWAP (e.g. +0.42% dist)
• PMH / PML: Pre-Market High and Low — the most important intraday reference levels. A break of PMH or PML triggers the maximum +20 trigger points.
• FCH / FCL: First Candle High and Low (configurable: 1/2/3/5/15 min). Also shows the first candle's range as a %.
• Supply / Demand: Nearest unmitigated supply zone above price and demand zone below price — with total active zone count.
• Level Break: Live readout when PMH, PML, FCH, or FCL is broken on the current bar.
▸ BLOCK C — MOMENTUM STACK
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A complete multi-timeframe picture of trend alignment.
• SMA 9 (cyan): Short-term momentum MA. Above = bullish micro trend.
• SMA 21 (gold): Medium momentum MA. The primary intraday trend filter.
• SMA 50 (orange): Intermediate trend. Pullback entries reference this level.
• SMA 200 (red): Long-term macro trend. Above = bull market context.
• MA Alignment: Count of MAs on each side (e.g. 4/4 bull). Full stack = strongest signal.
• MA Stack Order: Full Bull Stack confirmed when 9 > 21 > 50 > 200 all correctly ordered.
• EMA Ribbon: EMA 8 vs EMA 21 — ribbon direction shows short-term momentum.
• MTF Alignment: Per-timeframe arrows (▲5m ▲15m ▼1h) — instantly see each TF at a glance.
• Daily Context: Daily EMA 9 vs EMA 21 — trade with the daily trend for the highest quality setups.
Tip: MTF 3/3 aligned + MA 4/4 bull + daily EMA bull = the highest conviction entries.
▸ BLOCK D — MARKET STRUCTURE
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The highest-conviction trigger events in the system.
• Liquidity Sweep: Price briefly violates a 20-bar extreme before reversing — a classic stop hunt. Tracks age in bars (e.g. "▲ Bull (3b ago)").
• Structure Break (MSB): Close crosses a confirmed 10-bar pivot high or low. The strongest directional confirmation. Also tracks age.
• Squeeze: Bollinger Bands contracting inside Keltner Channels = coiling volatility. Shows bars coiling. Fires on expansion.
• Squeeze Momentum: Rising / Falling / Flat direction of momentum during the squeeze.
• ADX: Average Directional Index — Strong (>30) / Trending (20-30) / Choppy (<20).
• DI+ / DI-: Split readout showing directional pressure.
Both Sweeps and MSBs add the maximum trigger bonus (+20 pts) to the score.
▸ BLOCK E — RISK ENGINE
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Everything needed to size and manage a trade the moment a signal appears.
• ATR 14: 14-period Average True Range — raw volatility in price points.
• Stop 1× / 1.5× / 2×: Three stop-loss distances pre-calculated simultaneously. Choose based on your risk tolerance.
• Volume Ratio: Current volume as a multiple of the 20-bar average (e.g. 1.8× avg).
• Volume: "▲ SPIKE" label when volume clears your configured threshold. "Normal" otherwise.
• RSI 14: 14-period RSI with contextual labels — OB (>70), OS (<30), Elevated, Depressed, Neutral.
▸ BLOCK F — LIQUIDITY HEATMAP
( Inspired by BigBeluga — Dynamic Liquidity HeatMap Profile )
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This module is inspired by the methodology from BigBeluga's excellent Dynamic Liquidity HeatMap Profile indicator. It uses ATR-normalized, volume-weighted pivot analysis over a configurable lookback (default 300 bars) to determine whether buy-side or sell-side liquidity is dominant.
• Liq Bias: Buy-Side / Sell-Side / Balanced — with dominant side percentage (e.g. "Buy-Side 73%")
• Vol Intensity: Graphical bar (▓▓▓░░) showing current volume activity as % of the 300-bar max
• Score Impact: +5 bull score when buy-side > 60% · +5 bear score when sell-side > 60%
Full credit to BigBeluga for the original concept. Please visit and support their work.
▸ BLOCK G — REVERSAL PROBABILITY ZONE
( Inspired by LuxAlgo — Reversal Probability Zone & Levels )
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This module ports the exact algorithmic core of LuxAlgo's Reversal Probability Zone & Levels indicator. It builds two separate databases of historical swing moves — one bullish, one bearish — tracking both the price magnitude and bar duration of every confirmed pivot. From these it calculates statistical percentile targets for the most likely next move.
• Forecast Bias: ▲ Bull or ▼ Bear — direction expected after the last pivot
• 25th / 50th Percentile: Conservative and median price targets (e.g. 518.40 / 521.20)
• 75th / 90th Percentile: Aggressive and maximum targets (e.g. 524.80 / 528.50)
• Duration: Expected bar count to reach each target (e.g. "8 bars / 22 bars")
• Pivot Count: Total swings tracked — more pivots = more statistically reliable readings
Full credit to LuxAlgo for the original algorithm. Licensed under CC BY-NC-SA 4.0.
▸ BLOCK H — STANDARD DEVIATION CHANNEL
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A linear regression channel fitted to the last N bars (default 128). Shows where price sits statistically within the current trend.
• Channel Zone: One of 6 zones — Above +2σ / +1→+2σ / Mid→+1σ / -1→Mid / -2→-1σ / Below -2σ
• Trend Direction: Rising / Falling / Flat based on the regression slope
• Pearson R: Correlation coefficient. Above 0.8 = very clean trend. Below 0.5 = noisy/ranging.
• Midline Distance: % distance of close from the regression center line
Best CALL zone: "Mid → +1σ" on a rising channel.
Best PUT zone: "Mid → -1σ" on a falling channel.
Avoid entries when zone shows "Above +2σ" or "Below -2σ" — price is statistically extended.
▸ BLOCK I — RSI DIVERGENCE
( Libertus Method )
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Detects bull and bear RSI divergences by comparing price swing extremes against RSI swing extremes over a configurable lookback window (default 90 bars).
• Bull Divergence: Price makes lower low but RSI makes higher low — hidden strength, potential reversal up
• Bear Divergence: Price makes higher high but RSI makes lower high — hidden weakness, potential reversal down
• Age Tracking: "Bull Div (3b ago)" or "Bull Div ✦ NOW" — shows exactly how fresh the divergence is
• RSI Value: Current reading with OB / OS labels
• Score Bonus: +5 bull score on bull divergence · +5 bear score on bear divergence
Credit to Libertus for the divergence detection methodology.
▸ BLOCK J — SESSION CLOCK
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Intraday trading is entirely timing-dependent. This block tracks 8 distinct market phases, each color-coded by typical volatility profile.
PRE-MKT → 4:00 – 9:30 AM ET (PMH/PML building)
OPEN (HOD/LOD) → 9:30 – 10:00 AM ET (highest volatility, initial direction)
AM SESSION → 10:00 – 11:30 AM ET (best signal quality window)
LUNCH APPROACH → 11:30 – 12:00 PM ET (momentum slowing)
LUNCH CHOP → 12:00 – 1:30 PM ET (avoid new entries)
PM SESSION → 1:30 – 2:30 PM ET (trend continuation or reversal)
POWER HOUR NEAR → 2:30 – 3:00 PM ET (institutional activity increasing)
POWER HOUR → 3:00 – 4:00 PM ET (highest volume, strongest moves)
Also shows time remaining in RTH. Turns gold when less than 60 minutes remain.
▸ BLOCK K — COMPOSITE EDGE SCORE
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Instead of just showing one number, this block breaks the score into individual factor bars — each showing exactly how much it is contributing. You can see not just THAT the score is high, but WHY.
VWAP → ████░ (max 15 pts)
MTF → █████ (max 15 pts)
MA → ████░ (max 12 pts)
Momentum → ███░░ (max 5 pts)
Volume → ██░░░ (max 10 pts)
Trigger → █████ (max 20 pts ← most important)
ADX → ████░ (max 8 pts)
Edge → ████░ (overall 0-100)
A high score driven purely by momentum without a trigger event is weaker than one with everything aligned.
▸ BLOCK L — FRACTAL BASE
( Inspired by LuxAlgo — Fractal Base Indicator )
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This module ports the core logic from LuxAlgo's Fractal Base Indicator. A fractal is a confirmed swing pivot where price has N bars of context on both sides — these represent the most significant recent support and resistance levels because they show where price genuinely reversed.
• Fractal Res: Last confirmed fractal HIGH — price + bars since + % distance from close
• Fractal Sup: Last confirmed fractal LOW — price + bars since + % distance from close
• Price Bias: "Above Res" (price broke resistance) / "Below Sup" (broke support) / "In Range" (between levels)
• Fractal Event: "New High Fractal" or "New Low Fractal" when a new fractal confirms this bar
• Score Bonus: +4 pts near fractal support/resistance · +3 pts when level is broken
• Configurable: Fractal Periods input — 2 = 5-bar fractal (default), 1 = 3-bar, 3 = 7-bar
Full credit to LuxAlgo for the original indicator concept.
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THE SCORING ENGINE
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Bull and bear scores are calculated independently on every confirmed bar. A signal only fires when the score clears the threshold AND key filters are simultaneously met.
COMPONENT MAX PTS CONDITION
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VWAP Zone 15 / 8 15 inside ±1σ · 8 correct side outside band
MTF Alignment 15 / 8 15 all 3 TFs aligned · 8 for 2 of 3
MA Alignment 12/7/3 12 for 4/4 · 7 for 3/4 · 3 for 2/4
EMA Ribbon 5 EMA 8 vs 21 direction
Volume Spike 10 Volume > mult × 20-bar avg AND correct direction
Trigger Event 20 ★ PMH/PML/FCH/FCL break · Sweep · MSB
ADX Strength 8 / 5 8 if ADX >30 · 5 if ADX 20-30
Squeeze Fire 5 Squeeze fires in signal direction
ABC Harmonic 5 Active harmonic pattern aligned
RSI Zone 5 RSI 50-70 for bull · 30-50 for bear
RSI Divergence 5 Bull/bear divergence active
Liq HeatMap Bias 5 Buy/sell-side >60%
Std Dev Channel 4 Price in sweet zone on correct trend
Daily EMA Trend 4 Daily chart EMA alignment
S/D Zone Proximity 3 Within 0.3% of demand (bull) or supply (bear)
Fractal Proximity 4 / 3 Within 0.25% of fractal level / level broken
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★ Trigger Event carries the most weight. A signal without a trigger is unlikely to fire.
DEFAULT THRESHOLD: 65 pts
Raise to 75+ for fewer but higher-quality signals.
Lower to 55 on very active trending days.
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SIGNAL CONDITIONS
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A CALL signal requires ALL of the following simultaneously:
✅ Bull score ≥ threshold
✅ Close above VWAP (hard filter)
✅ MTF alignment 2/3 or better
✅ Active trigger event (PMH break / FCH break / Bull Sweep / MSB ▲ / Squeeze bull)
✅ barstate.isconfirmed — never fires mid-bar, zero repainting
✅ RTH session active (if RTH Only setting is on)
A PUT signal requires ALL of the following simultaneously:
✅ Bear score ≥ threshold
✅ Close below VWAP (hard filter)
✅ MTF alignment 2/3 or better (bearish)
✅ Active trigger event (PML break / FCL break / Bear Sweep / MSB ▼ / Squeeze bear)
✅ barstate.isconfirmed
✅ RTH session active (if RTH Only setting is on)
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22 ALERT CONDITIONS
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To set up: Right-click the indicator → Add Alert → Select condition.
All alerts include: ticker · close price · timestamp.
SIGNAL ALERTS
▲ CALL Signal — Full CALL criteria met
▼ PUT Signal — Full PUT criteria met
◆ Any Signal — Either CALL or PUT
LEVEL BREAK ALERTS
→ PMH Breakout — Close crosses pre-market high
→ PML Breakdown — Close crosses pre-market low
→ FCH Break — Close crosses first candle high
→ FCL Break — Close crosses first candle low
STRUCTURE ALERTS
→ Sweep CALL — Bull sweep + above VWAP
→ Sweep PUT — Bear sweep + below VWAP
→ MSB Bull — Market structure break upward
→ MSB Bear — Market structure break downward
MOMENTUM ALERTS
→ Squeeze Bull Fire — Squeeze fires with bullish close
→ Squeeze Bear Fire — Squeeze fires with bearish close
→ MA Full Bull Stack — All 4 MAs correctly ordered up
→ MA Full Bear Stack — All 4 MAs correctly ordered down
DIVERGENCE & LIQUIDITY
→ RSI Bull Divergence — Bull div detected
→ RSI Bear Divergence — Bear div detected
→ Liq Buy Bias — HeatMap buy-side > 60%
→ Liq Sell Bias — HeatMap sell-side > 60%
PREMIUM ALERTS
★ High Edge (80+) — Composite edge score reaches 80 — premium setup
→ New High Fractal — New confirmed fractal high (LuxAlgo logic)
→ New Low Fractal — New confirmed fractal low (LuxAlgo logic)
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SETTINGS QUICK REFERENCE
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SESSION & TIME
Pre-Market Session → 0400-0930 ET (adjust for your exchange)
RTH Session → 0930-1600 ET
First Candle Length → 1 / 2 / 3 / 5 / 15 minutes
RTH Signals Only → On by default (recommended)
SIGNAL ENGINE
Min Score to Signal → 65 (raise for fewer signals, lower for more)
Volume Spike Mult → 1.4× (volume must be this × the 20-bar average)
MOVING AVERAGES
MA Type → SMA / EMA / WMA (switches all 4 simultaneously)
MA Lengths → 9 / 21 / 50 / 200 (individually configurable)
REVERSAL PROB ZONE (LuxAlgo)
Swing Length → 20 (pivot sensitivity)
Max Reversals → 1000 (database cap)
Percentiles → 25 / 50 / 75 / 90 (target levels to display)
FRACTAL BASE (LuxAlgo)
Fractal Periods → 2 = 5-bar fractal | 1 = 3-bar | 3 = 7-bar
STD DEV CHANNEL
Regression Length → 128 bars (shorter = more reactive)
RSI DIVERGENCE
RSI Length → 14
OB / OS Levels → 70 / 30
Divergence Lookback → 90 bars
DISPLAY
Panel Position → Top Right / Top Left / Bottom Right / Bottom Left
Compact Mode → Hides sub-rows to shrink panel height
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HOW TO READ THE PANEL — QUICK CHECKLIST
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Before entering any trade, run through these 9 checks:
① Signal showing CALL or PUT? (not just Watching)
② Score at or above your threshold?
③ On the correct side of VWAP?
④ MTF at least 2/3 aligned?
⑤ Channel zone in a reasonable position? (avoid Above +2σ for CALLs)
⑥ Fractal Bias showing "Above Res" (CALL) or "Below Sup" (PUT)?
⑦ RPZ showing a clear price target with enough room for your R:R?
⑧ What was the trigger event? (MSB and Sweep are strongest)
⑨ Can you fit your stop within the 1.5× ATR distance?
If you can answer yes to most of these — the setup has strong confluence.
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CREDITS & ACKNOWLEDGEMENTS
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APEX ELITE was built with deep respect for the Pine Script community. Several modules are directly inspired by the outstanding published work of:
🏆 LuxAlgo
Two modules in APEX ELITE are inspired by LuxAlgo's indicators:
→ Block G (Reversal Probability Zone) ports the core algorithmic logic
from LuxAlgo's "Reversal Probability Zone & Levels" — including the
exact pivot detection method, price/bar delta database, and percentile
target calculation. Licensed under CC BY-NC-SA 4.0.
→ Block L (Fractal Base) implements the fractal high/low detection and
support/resistance logic from LuxAlgo's "Fractal Base Indicator".
LuxAlgo's original indicators are published at:
tradingview.com/u/LuxAlgo/
All credit for these algorithmic approaches belongs entirely to LuxAlgo.
🏆 BigBeluga
→ Block F (Liquidity HeatMap) is inspired by BigBeluga's
"Dynamic Liquidity HeatMap Profile" indicator. The volume-normalized,
pivot-based liquidity bias methodology is adapted from their approach.
BigBeluga's work can be found at:
tradingview.com/u/BigBeluga/
Please visit and support their original publications directly.
🏆 Libertus
→ Block I (RSI Divergence) implements the divergence detection method
from Libertus's "RSI Divergences" indicator.
Thank you to all three creators for sharing their knowledge with the community.
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⚠️ DISCLAIMER — PLEASE READ IN FULL
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APEX ELITE is a technical analysis tool published for EDUCATIONAL and INFORMATIONAL purposes only.
❌ It does NOT constitute financial advice.
❌ It does NOT constitute investment advice.
❌ It does NOT constitute trading recommendations.
❌ It is NOT a solicitation to buy or sell any financial instrument.
All information displayed by this indicator is derived from historical price data and mathematical calculations. Past signal performance does NOT guarantee or predict future results. Financial markets are inherently unpredictable and all trading involves significant risk, including the potential loss of your entire invested capital.
The author of APEX ELITE is not a licensed financial advisor, broker, dealer, or investment professional. Nothing in this indicator or its documentation should be interpreted as personalized investment advice tailored to your individual financial situation, risk tolerance, or investment objectives.
YOU are solely responsible for all trading decisions you make.
Always conduct your own independent research and due diligence.
Always use proper risk management — including position sizing and stop-loss orders.
Never trade with money you cannot afford to lose.
If you are uncertain about any aspect of trading or investing, consult a licensed financial professional in your jurisdiction.
By adding this indicator to your chart, you acknowledge that you have read and understood this disclaimer, and that any trading decisions you make based on or influenced by this indicator are entirely your own responsibility.
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Pine Script v6 · Not Financial Advice · Educational Use Only
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EOF Indicador
Auto-Basis ES to SPXThis indicator is a specialized utility for traders who analyze market structure using ES (S&P 500 E-mini Futures) levels but execute or monitor trades on the SPX (S&P 500 Cash Index).
Because futures contracts trade at a premium or discount to the cash index (the "Basis"), ES levels cannot be plotted directly on an SPX chart without significant manual math. This script automates that conversion by calculating the spread between a user-defined ES contract and the SPX index, applying that offset to your levels instantly.
How to Use
Input Levels: Paste your ES levels into the "Paste ES levels here" text area. The script recognizes the following format:
Pivot Level: 6150.25
Resistance Levels: 6165.50, 6180.75
Support Levels: 6140.25, 6125.00
Select Your Contract: Under the "ES Contract Ticker" setting, you can choose which contract to use for the basis calculation. It defaults to the front-month continuous contract (CME_MINI:ES1!), but can be changed to specific quarterly contracts (e.g., ESH2026).
Choose Basis Mode:
Daily Open: Capture and lock the spread at the 9:30 AM EST market open. This provides static, non-moving levels for the duration of the session.
Live: Continuously updates the spread, allowing levels to drift in real-time as the futures-to-cash relationship fluctuates.
Key Features
Automated Numbering: Automatically parses your input to label levels as R1, R2, R3... and S1, S2, S3... sequentially.
Customizable Line Styles: Choose between Solid, Dashed, or Dotted lines and adjust the thickness to fit your chart's theme.
Visual Zones: Toggle "Show Zones" to display a shaded area (adjustable in ticks) around each level for better context on supply and demand areas.
High-Contrast Labels: Labels default to Normal size with Black Text on a White Background, positioned to the right of the price action for maximum readability.
Information Dashboard: A small table in the Bottom Right displays the active Ticker, Basis Mode, and the current mathematical offset being applied. Indicador
Regime Dashboard (SPX / NDX / R2K / BTC / Miners / Custom) Regime Dashboard (SPX / NDX / BTC / Miners) is a market “risk regime” + breadth dashboard designed to help you avoid fighting the tape and improve timing for swings and longer holds.
This indicator does not forecast price. It measures participation / trend-health in a chosen universe and converts it into a simple RISK ON / RISK OFF regime using a smoothed breadth + hysteresis (two-threshold) engine to reduce chop.
What it measures (by mode)
1) SPX Breadth
Uses TradingView breadth symbols for the S&P 500:
% Above 200D (long-term trend participation)
% Above 50D (short-term participation)
2) Nasdaq-100 Breadth
Same concept, but for the Nasdaq-100:
% Above 200D
% Above 50D
3) BTC Trend (proxy)
BTC doesn’t have “% of components above MA”, so the indicator uses a binary trend proxy:
BTC > 200D SMA → 100, else 0
BTC > 50D SMA → 100, else 0
Smoothing turns this into a “persistence” metric (how consistently BTC stays above its long MA).
4) Miner Basket Breadth
Builds a custom basket (e.g., MARA/RIOT/CLSK/WULF/HIVE/CIFR/IREN/BTDR/HUT) and computes:
b200: % of selected miners above their own 200D SMA
b50: % above their own 50D SMA
Because baskets are smaller and step-like, this mode typically needs stronger smoothing/hysteresis.
The 3 plotted lines
200 (raw) (red): long-term participation / trend health
50 (raw) (blue): short-term participation / momentum health
Smooth(200) (white): SMA of the red line, used for regime decisions
Risk regime engine (sticky + smoothed)
Regime is determined by Smooth(200) with two thresholds (hysteresis):
If Smooth(200) ≥ Risk-ON threshold → RISK ON
If Smooth(200) ≤ Risk-OFF threshold → RISK OFF
Between thresholds → regime stays the same (“sticky”) to avoid frequent flipping.
HUD dashboard
A compact table shows:
Active mode (SPX / NDX / BTC / Miners)
Current regime (RISK ON/OFF)
200 raw / 50 raw / smoothed 200
Current parameters (smoothing + thresholds)
What it’s for
Align trades with risk conditions
Improve entry timing by waiting for breadth confirmation
Avoid “bottom picking” when the market/sector is in RISK OFF
Press winners harder when participation supports continuation
Step-by-step: How to Use It (Playbook)
Step 1 — Pick the correct mode for what you trade
Use the universe that drives your ticker:
Large caps / general equities: SPX Breadth
Tech / growth: Nasdaq-100 Breadth
Crypto exposure: BTC Trend (proxy)
Miners / BTC-linked stocks: Miner Basket Breadth
Rule: If your ticker is a “pack trade” (miners/biotech/spec small caps), use the pack’s breadth, not SPX alone.
Step 2 — Use the regime shading as your “aggression switch”
RISK ON (green background)
Favor longs / adds on pullbacks
Allow wider stops / longer holds
Expect breakouts and trend continuation to work more often
RISK OFF (red background)
Reduce size, tighten risk, take profits faster
Be skeptical of breakouts
Bottom-fishing is lower probability; prefer waiting for regime improvement
This is the core point: your strategy changes with regime.
Step 3 — Understand what the lines mean (mechanically)
Blue (50 raw) = short-term participation
Moves first at turns
Good for early “is selling pressure easing?” signals
Red (200 raw) = long-term participation
Defines whether the universe is broadly in a long-term uptrend vs downtrend
More stable, but slower to turn
White (Smooth(200)) = the decision engine
Filters noise in the red line
Prevents regime from flipping on small, temporary changes
Step 4 — Bottom timing sequence (highest probability)
For bottoms, watch the internal sequence:
RISK OFF + blue line depressed
→ the universe is weak; rallies are often “dead-cat bounces”
Blue (50) turns up (higher lows / rising trend)
→ early evidence the group is improving
Red (200) stabilizes + Smooth(200) rises
→ long-term participation starts recovering
Smooth(200) crosses above Risk-ON threshold
→ regime flips to RISK ON (confirmation that tends to last)
Use it like this:
Early entry attempts: only if you accept higher risk
Higher-probability entries: after step 2 or step 4 depending on your style
Step 5 — Trend continuation and “add points”
In RISK ON:
Adds on pullbacks work best when:
blue line stays above ~50 and/or is rising
Smooth(200) remains above the ON threshold (no loss of regime)
In RISK OFF:
Treat rallies as tactical unless internals improve.
Step 6 — Suggested starting settings (by mode)
These are starting points, not gospel.
SPX / NDX
SmoothLen: 3–5
ON/OFF: 55 / 35 (or similar)
Miners basket
SmoothLen: 7–14 (often needed because basket is step-like)
ON/OFF: 60 / 40 (wider band reduces whipsaw)
BTC proxy
SmoothLen: 10–20
ON/OFF: depends on how strict you want “trend persistence” to be
(Higher smoothing = fewer flips)
Important Notes
Breadth symbols vary by TradingView data access. If a symbol doesn’t exist on your plan, replace it in inputs.
Miner baskets are sample-based: small baskets move in steps (e.g., 1/9 ≈ 11.1%). That’s normal.
This tool is a context filter, not a standalone trading system. Use with your price structure (S/R, AVWAP, volume profile, trend MAs) for entries/exits.
“Quick Start” (2 rules)
Only press longs in RISK ON.
When hunting bottoms, watch blue (50) turn first, then wait for Smooth(200) confirmation if you want higher win-rate. Indicador
Institutional Value Relocation VerdictSummary in one paragraph
Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities, liquid crypto
• Timeframes. One minute to daily
• Default demo used in the publication. NQ1! on 15 minute
• Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection
• Limits. This is an indicator. It does not place orders and does not simulate fills
Originality and usefulness
This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached.
• Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary
• What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating
• Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears
• Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols
• Protected scripts. Public open source, implementation visible
Method overview in plain language
Base measures
• Range basis. True Range smoothed with ATR over ATR length
• Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone
Components
• Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels
• Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently
• Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty
• Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus
• Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges
• Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue
Fusion rule
• Two separate scores are maintained during a probe: Acceptance score and Rejection risk
• During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk
• Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table
Signal rule
• ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive
• ACC Down is symmetric for probes below the boundary
• REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold
• REJ Down is symmetric for probes below the boundary
• WAIT shows when no probe is active or when neither side has a clear edge
What you will see on the chart
• Active boundary line. Thick line at the frozen probe boundary
• Value zone. Optional VWAP band fill and optional VWAP lines for context
• Probe band. Optional thin band around the boundary equal to the outside buffer
• Break VWAP. Optional line during the probe that shows break anchored VWAP
• Markers. ACC and REJ markers on the bar where the model resolves
• Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only
• Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers
Table fields and quick reading guide
• Decision. Lean ACC, Lean REJ, or Wait
• State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session
• Regime. Trend Up, Trend Down, or Range
• ACC Score. 0 to 100 plus a bar gauge
• REJ Risk. 0 to 100 plus a bar gauge
• Boundary. Frozen boundary price during the probe
• Value VWAP. Session anchored VWAP price
• Outside. Closes outside count versus Accept min closes outside
• Delta. ACC Score minus REJ Risk, used to express separation
• Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression
Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar.
Inputs with guidance
Setup
• Theme. Dark or Light. Matches chart background for readability
• Preset. Minimal, Standard, Pro. Minimal is the clean chart default
• Session and Require session. Typical use is ON for index futures and intraday equity sessions
• Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes
• Max probe bars. Typical range 20 to 120. Lower avoids stale probes
• Decision delta. Typical range 10 to 25. Higher demands more separation before leaning
Levels
• Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom
• Opening range minutes. Typical 15 to 60 on intraday charts
• Break trigger. Close is more conservative. Wick is earlier but noisier
• VWAP band width ATR. Typical 0.5 to 1.5
• Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower
Scoring
• Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside
• Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations
• Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion
• Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction
• Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary
• Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding
• Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance
• Accept score threshold. Typical 60 to 85
• Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries
• Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance
Rejection scoring
• Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure
• Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure
• RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8
• Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50
• Reject score threshold. Typical 60 to 85
Context
• Context timeframe. Typical 15, 30, or 60 minutes for intraday
• Context EMA length. Typical 34 to 100
• VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15
• Bias scores by regime. ON by default. Turn OFF if you want pure probe math only
UI
• Show signals, probe band, value fill, value lines, signal labels
• Table position and table size
Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF
Usage recipes
Intraday trend focus
• Preset Standard
• Context timeframe 30
• Bias scores by regime ON
• Accept score threshold 75
• Reject score threshold 80
• Break trigger Close
• Decision delta 20
Intraday mean reversion focus
• Preset Standard
• Mode Prev Day HL or Opening Range
• Bias scores by regime ON
• Reject max closes outside 3
• Reject min sweep 0.35 and snapback 0.20
• Reject score threshold 70
• Decision delta 15
Swing continuation
• Timeframe 60 minutes to 4 hours
• Context timeframe 1 day
• Increase Accept min closes outside and Accept confirm bars
• Increase Max probe bars
• Use Close trigger
• Raise Decision delta
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• No certainty about the future
• Intrabar motion reminder. Shapes can move while a bar forms and settle on close
• Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks
Honest limitations and failure modes
• Economic releases and thin liquidity can invalidate sweep and relocation behavior
• Gap heavy symbols can distort intrabar probe stats on small timeframes
• Very quiet regimes reduce score separation. Consider longer windows or higher thresholds
• Session windows use the exchange time of the chart
• Custom mode requires valid upper and lower values or the script will wait
Open source reuse and credits
• None
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Indicador
TDL Adaptive Session Zones Pro🔷 What This Indicator Does
TDL Adaptive Session Zones Pro maps high-probability reaction areas where price is statistically more likely to pause, reverse, or accelerate — based on real historical session data, not arbitrary levels.
Unlike static support and resistance tools, these zones automatically adapt to changing market volatility every session. When volatility contracts, zones tighten. When it expands, zones widen. The result is a dynamic framework that reflects how the market is actually behaving right now.
This indicator is built for intraday traders who want structure and context — not signals.
🔷 Core Components
1️⃣ Adaptive Percentile Zones (Session-Based S/R)
The engine of this indicator. It works by:
• Collecting historical intraday session ranges over a configurable lookback period (default 20 sessions)
• Calculating percentile distances (25th, 50th, 75th, 100th by default) from that data
• Projecting those distances symmetrically above and below the current session open
• Resetting and recalculating every session automatically
🟩 Lower zones → Statistically derived support reaction areas
🟥 Upper zones → Statistically derived resistance reaction areas
Outer zones (higher percentile) represent more extreme price extensions and carry greater significance when tested. Inner zones represent typical intraday range behavior.
The key insight: instead of drawing arbitrary lines, these zones tell you where price has historically found the edges of its range — adjusted for current conditions.
2️⃣ Strike / Round Number Levels (Liquidity Reference)
Plots round-number price levels at configurable intervals (50, 100, etc.) from the session open. These levels frequently act as liquidity concentration areas in index futures and options markets.
• Configurable interval spacing
• Min/Max distance controls
• Optional mid-strike gap levels (dotted)
• Session-bounded display
Useful for NQ, ES, and index derivatives where options strike prices create natural liquidity clusters.
3️⃣ Previous Day OHLC Reference
Plots Previous Day Open, High, Low, and Close as intraday reference levels — widely observed by both retail and institutional participants.
• All four levels with distinct color coding
• Configurable line style (solid, dashed, dotted)
• Clean labels for quick identification
4️⃣ Opening Range Breakout (ORB)
Captures the high and low of the first N minutes of the session (configurable: 5 to 60 minutes). The opening range provides useful context when combined with the adaptive percentile zones.
• Configurable time window
• Filled range visualization
• Session-bounded display
🔷 Optional Validation Filters
All filters are off by default and designed to help observe cleaner price behavior near important zones.
🔹 Candle Structure Validation
Filters out candles with excessive range (ATR multiple), small bodies (body/range %), or extreme wick imbalance. Helps isolate price action reflecting healthy market participation near key levels.
🔹 Rejection Wick Detection
Identifies candles with significant wick-to-body ratios (hammer-type structure), independent of candle color. Useful for spotting potential rejection behavior when price interacts with zone boundaries.
🔹 Volume Participation Filter
Highlights periods where volume exceeds the average by a configurable multiplier. Includes a confirmation window (number of bars following the spike) to allow for delayed reaction observation.
🔹 Daily Pivot
Classic pivot point (H+L+C)/3 plotted as a session-fixed reference level for additional market structure context.
🔹 Higher Timeframe Trend
Background color overlay based on a configurable HTF moving average. Supports SMA, EMA, WMA, and VWMA. Provides directional context without enforcing bias on the intraday analysis.
🔷 Confluence Highlight System
When price arrives near any key zone (percentile, strike, OHLC, ORB, or pivot) AND all enabled validation filters align on the same candle, that candle is highlighted in yellow.
⚠️ The yellow highlight is NOT a buy or sell signal. It indicates that price behavior appears structurally meaningful at an important market location based on your selected filter combination.
Three alertcondition() calls are included: Bullish confluence, Bearish confluence, and Any confluence — ready for TradingView alerts.
🔷 Session Volatility Gauge
Real-time dashboard (table overlay) showing what percentage of the median daily range has been consumed in the current session.
States:
• LOW (< 40%) — Session range is compressed relative to history
• BUILDING (40-70%) — Range is developing, room for expansion
• HEALTHY (70-100%) — Normal range consumption
• EXTENDED (> 100%) — Session exceeds typical range, potential exhaustion
This helps gauge whether the session still has room to move or is approaching statistical limits.
🔷 Zone Touch Tracker
Counts fresh touches on each percentile zone during the current session. A "touch" is registered when price enters a zone's proximity after being outside it. More touches on a zone suggest greater significance.
Displayed as a table overlay with per-zone counts for both resistance and support zones. Resets automatically each session.
🔷 Recommended Settings
NQ / ES Futures (5m–15m):
• Session: 0930-1600, Timezone: America/New_York
• Percentiles: 25 / 50 / 75 / 100 (default)
• Strike Interval: 100
• ORB: 15 minutes
Stocks (5m–15m):
• Strike Interval: 5 or 10
• Consider tightening percentiles (20 / 45 / 65 / 85) for lower-volatility names
Gold Futures (5m):
• Strike Interval: 10 or 25
• Adjust session window to your active trading hours
🔷 How To Use
1. Apply to an intraday chart (1m to 15m recommended)
2. Observe where price interacts with the adaptive percentile zones
3. Optionally enable one or more validation filters to highlight structurally clean candles at key zones
4. Use the Session Volatility Gauge to assess how much range has been consumed
5. Enable the Zone Touch Tracker to identify high-significance levels
6. Apply your own analysis, execution method, and risk management
This is a context and structure tool. It shows you WHERE you are within the session's statistical range — the trading decisions are yours.
🔷 Technical Notes
• Works on any intraday timeframe; designed for 1m to 15m
• Requires sufficient historical data for percentile calculations (minimum ~5 sessions)
• Session detection works correctly with extended hours both on and off
• All zone levels are session-bounded and reset automatically
• Open source — inspect, learn from, or adapt the code as you see fit
⚠️ Disclaimer
This script is provided for educational and informational purposes only. It does not generate buy or sell signals and does not constitute financial advice. Past performance of any trading methodology is not indicative of future results. Always apply independent analysis and proper risk management.
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Volatility Visualizer Percentiles (VIXFix, ATR, VIX)Summary
A volatility regime dashboard for liquid instruments that converts three volatility lenses into 0 to 100 percentile ranks versus the last 252 closed daily bars. It is built to answer one question: is volatility unusually low or unusually high relative to the last year . Use it to adjust position sizing, stop width, and trade selectivity. It is not a directional signal.
Scope and intent
Markets : US indices and index ETFs, index futures, large cap equities, liquid crypto proxies, and other symbols where daily volatility regimes matter
Timeframes : best on Daily. It can be applied on other chart timeframes, but the reference window remains 252 closed daily bars
Default demo : SPX on Daily
Purpose : provide a simple, testable volatility context layer that you can plug into any daily system as a risk filter or risk scaler
What makes it original and useful
Most “volatility tools” show raw ATR or a single volatility index. This script standardizes three distinct sources into the same unit (percentile), so you can compare them and combine them without guessing thresholds.
Unique fusion : internal realized volatility (ATR%), internal stress proxy (VIXFix), and external implied volatility (input VIX symbol) expressed in the same 0 to 100 scale
Practical outcome : the table gives a regime read and an action posture, so the output is directly usable for risk decisions
Testable : all components are visible and thresholdable; you can backtest rules like “only trade when composite is between 30 and 75”
Portable : percentiles remove the need to hardcode market specific “ATR is high” numbers across different symbols
Method overview in plain language
Base measures
VIXFix : a price based fear proxy derived from the instrument’s own daily behavior (using the relationship between recent high closes and current lows)
ATR% : daily ATR normalized by daily close, expressed as a percentage for cross symbol comparability
External VIX : a user selected volatility index or proxy pulled via input symbol (default CBOE:VIX)
Normalization to percentiles
For each metric, the script stores the last 252 closed daily values
It then computes where the most recent closed daily value sits inside that history as a percentile from 0 to 100
Tie handling is configurable (Midrank, StrictLess, LessOrEqual) to define how repeated values are ranked
Fusion rule
Composite percentile is the simple average of the available percentiles (VIXFix, ATR%, VIX)
If one component is missing (for example the external symbol is unavailable), the composite averages the remaining components
How to use it on Daily
This tool is most effective as a risk regime layer on top of an existing strategy. Use the Composite row as the primary dial, and the individual components as confirmation.
Recommended operating zones
0–20 Very Low : quiet regime. Tight stops often survive, but breakouts can underperform. Favor mean reversion or require stronger breakout confirmation.
20–40 Low : constructive for many systems. Use baseline sizing and baseline stops.
40–60 Mid : neutral. Run your base playbook.
60–80 High : volatility expansion. Reduce size and widen stops, or trade only higher quality setups.
80–100 Very High : stress regime. Smallest size, widest stops, and skip marginal setups. Gap risk and slippage risk are higher.
How to interpret disagreements
If ATR% is high but VIX is mid , realized vol is elevated but the market is not pricing extreme fear. Treat as a caution zone, not panic.
If VIX is high but ATR% is mid , implied vol is elevated ahead of potential events. Expect expansion risk even if realized vol has not moved yet.
If all three are high , treat it as a full stress regime and enforce strict risk limits.
What you will see on the chart
A compact table with one row per metric and optional composite
For each row: last closed daily value, 252D percentile, a progress bar, and an action posture
Optional stats: min, median, max for the 252D window (useful for sanity checks, adds CPU)
Table fields quick guide
Last closed daily : the value used for ranking, taken from the last fully closed daily bar
252D percentile : where the current reading ranks versus the last 252 closed daily readings
Bar : quick visual map of percentile from 0 to 100
Action : risk posture suggestion tied to the percentile bucket
Inputs with guidance
Core
Window (closed daily bars) : default 252. Higher values make the regime slower and more structural. Lower values make it more reactive.
VIX
VIX symbol : default CBOE:VIX. You can replace it with another implied volatility proxy appropriate for your market.
VIXFix
VIXFix lookback : typical range 21/22. Smaller reacts faster, larger smooths regimes.
ATR
ATR length : typical range 10–21 on Daily
ATR as % of close : recommended on for comparability across symbols and long history
UI
Show composite volatility score : recommended on. Best single dial.
Show action guide : recommended on if you want direct posture cues.
Show min, median, max : optional. Useful for diagnostics, higher CPU.
Table position : place it where it does not cover price.
Usage recipes
Daily trend following overlay
Trade your trend system normally when Composite is between 25 and 75
If Composite is above 75, reduce size and widen stops, and require stronger trend confirmation
Daily mean reversion overlay
Focus on Composite below 40
Avoid Composite above 80 where gaps and cascading moves reduce mean reversion reliability
Daily risk parity style scaling
Use Composite percentile as a coarse risk throttle: higher percentile equals lower exposure
Example posture: 0–40 normal exposure, 40–80 reduced exposure, above 80 minimal exposure
Alerts
This script is intentionally a dashboard and does not emit buy or sell signals. If you want alerts, create them from percentile thresholds in your own fork. For conservative workflows, trigger alerts on bar close.
// Example alert conditions (add to your fork if desired)
high_vol = comp_pct > 80
low_vol = comp_pct < 20
Honest limitations and failure modes
This is not a directional predictor. Volatility can rise in both bull and bear markets.
Percentiles are relative to the last 252 closed daily bars. A “high percentile” is high versus recent history, not an absolute guarantee of future movement.
Implied volatility (VIX) can move ahead of realized volatility (ATR%). Treat divergence as information, not a signal.
Very high volatility regimes can include gap risk and slippage risk that are not visible in indicator values alone.
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Indicador
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